Multiscaled cross-correlation dynamics in financial time-series

Advances in Complex Systems

Volumn 12, Issue 4-5, 2009, Pages 439-454

  Conlon, T ^a   Ruskin, H J ^a   Crane, M ^a  

^a DUBLIN CITY UNIVERSITY   (Ireland)

Author keywords

Cross correlation; Econophysics; Eigenspectrum analysis; Epps effect; High frequency data; Wavelet multiscaling

Indexed keywords

EID: 70349601610     PISSN: 02195259     EISSN: None     Source Type: Journal    
DOI: 10.1142/s0219525909002325     Document Type: Article

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